+180.8%
NOK vs TTMI
+844.7%
-663.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +8.7% | +6.0% | +2.7% | +7.1% |
| 30D | +12.5% | -6.4% | +18.9% | +14.1% |
| 3M | -20.7% | -28.9% | +8.2% | -15.0% |
| 6M | +36.2% | +26.9% | +9.3% | +33.8% |
| YTD | +64.1% | +77.3% | -13.2% | +53.0% |
| 1Y | +132.4% | +147.5% | -15.1% | +104.7% |
| All | +180.8% | +844.7% | -663.9% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling